Head of Market Risk & Treasury Risk, Europe & Americas

Full Time

Madison-Davis

EXTERNAL CLIENT ROLE

Job Summary:

The role reports to the E&A CRO and leads a team of three across E&A in protecting the bank and its income streams against disproportionate risks arising from all activities in Europe and America.

In conjunction with decisioning responsibilities around Market & Credit Risk exposures for FM & Treasury activities in Europe & Americas, this role will also ensure maintenance of an appropriate governance framework of reporting and controls as necessary under the PRA, the Fed, FINRA, OCC, BaFin and any other relevant jurisdictional obligations for the business activities.

This role will require strong communication skills and engagement across all geographies within the Risk family, as well as a need to respond to Financial Markets and Treasury colleagues on time critical business opportunities.

Job Responsibilities:

  • Maintaining 3LOD model, including raising/escalating issues to CRO / Management Committees/Global Head of Market Risk as appropriate or outside delegation authority.
  • Develop the measurement and management of Market Risk exposures for UK, Germany, and US in line with the approved Global Risk framework and Risk Appetite Statement. This will include communication and explanation of changes in Market Risk policy, practices or appetite; Managing both Market Risk Annual reviews & intraday limit requests.
  • Manage Counterparty Credit for Dealing Room Activities including adhoc intraday limit requests, the support of Business Cases for Limit increases and intraday system needs.
  • Monitor traded Market Risk & Counterparty Credit activities and performance including oversight of limit management within delegated authorities. Act as contact for FM & Treasury on requests to adjust Risk capacity to account for changing business opportunities.
  • Maintain and develop working relationships with Members of herein noted Committees to ensure satisfaction of governance requirements through meeting planning, collation and distribution of information and adequate record keeping.
  • Oversee the embedding of changes in Markets / Risk technology, acting as key contact on initiatives such as SRR and DDA Projects.
  • Support the Conduct and Culture Dashboard, and developments in both metrics, the culture survey and ongoing analysis.
  • Development and maintenance of local Liquidity risk monitoring techniques and Policies (e.g. Liquidity Risk Management Policies for both Americas and Europe). Liaising with Global team on Liquidity initiatives and providing second line local oversight.
  • Lead a team of three, ensuring team responsibilities to stakeholders are managed to ensure seamless coverage through team members absences and workflow ebbs and flows. Mentoring team members and stakeholders as required.
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